+908.2%
APO vs USFR
+28.0%
+880.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.4% | -2.4% |
| 7D | -4.9% | +0.1% | -5.0% | -5.0% |
| 30D | -8.4% | +0.3% | -8.8% | -8.8% |
| 3M | -2.1% | +1.0% | -3.0% | -3.3% |
| 6M | +19.2% | +1.9% | +17.3% | +16.3% |
| YTD | -10.5% | +2.7% | -13.2% | -13.6% |
| 1Y | -2.7% | +4.0% | -6.7% | -7.7% |
| 3Y | +52.5% | +14.1% | +38.4% | +28.2% |
| 5Y | +132.1% | +20.5% | +111.6% | +81.1% |
| All | +908.2% | +28.0% | +880.2% | +675.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded USFR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling